picsou.pricing
Class EuropeanBarrierUp

java.lang.Object
  picsou.pricing.PricingSimulator
      picsou.pricing.EuropeanBarrier
          picsou.pricing.EuropeanBarrierUp

All Implemented Interfaces:

Simulator

Direct Known Subclasses:

EuropeanBarrierUpIn, EuropeanBarrierUpOut

public abstract class EuropeanBarrierUp
extends EuropeanBarrier

Field Summary

Fields inherited from class picsou.pricing.EuropeanBarrier

barrierPrice

Fields inherited from class picsou.pricing.PricingSimulator

a1, a2, alg, asset, deltaT, generator, itsPerPacket, log, offloadedIts, riskFreeRateDiscount, state, timeIntervals

Constructor Summary

EuropeanBarrierUp()

Method Summary

protected boolean	barrierValid(double barrierPrice)
protected boolean	compareBarrier(double currentPrice)

Methods inherited from class picsou.pricing.EuropeanBarrier

algInit, isInPastBarrier, isOutPastBarrier, unguardedGetCallPrice, unguardedGetPutPrice, unguardedSimulate

Methods inherited from class picsou.pricing.PricingSimulator

autorun, getAlg, getAsset, getDefaultOptionSet, getOptionSet, getPrice, getState, getXMLFormatter, init, init, init, merge, offload, printAlgXML, printAssetXML, printOptionSet, reset, restart, seed, simulate, simulate, simulate, simulate, unguardedMerge, unguardedRestart, unguardedSimulate, updateState, updateValues

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

EuropeanBarrierUp

public EuropeanBarrierUp()

Method Detail

compareBarrier

protected boolean compareBarrier(double currentPrice)

Specified by:

compareBarrier in class EuropeanBarrier

barrierValid

protected boolean barrierValid(double barrierPrice)

Specified by:

barrierValid in class EuropeanBarrier